Popular repositories Loading

1. Inflation-Nowcast-Model Inflation-Nowcast-Model Public

   A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.

   Python 13 9

2. Factor-Augmented-Vector-Autoregression Factor-Augmented-Vector-Autoregression Public

   An economic forecasting model based on Factor Augmented VAR (FAVAR). The FAVAR approach is superior than classic VAR as it incorporates a much larger data set and can be used in a big data setting.

   Jupyter Notebook 13 1

3. Stock-Screening-Model-Based-On-Data-Envelopment-Analysis Stock-Screening-Model-Based-On-Data-Envelopment-Analysis Public

   A stock screening model based on Data Envelopment Analysis (DEA). The model intends to screen out the stocks whose financial statements appear to warrant a higher market cap, which makes the stock …

   Python 4

4. Structured-Credit-Analysis Structured-Credit-Analysis Public

   Python 1

5. HoagieT.github.io HoagieT.github.io Public

   Forked from academicpages/academicpages.github.io

   Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes

   JavaScript

6. Economic-Cycle-Model Economic-Cycle-Model Public

   MATLAB 1